+49.0%
REGN vs AFL
+18.6%
+30.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.6% |
| 7D | +14.4% | +2.9% | +11.5% | +13.8% |
| 30D | +28.1% | +11.5% | +16.6% | +25.9% |
| 3M | +22.5% | +0.6% | +21.9% | +22.1% |
| 6M | +31.6% | +11.7% | +19.9% | +28.6% |
| YTD | +21.0% | +15.4% | +5.6% | +15.8% |
| 1Y | +49.0% | +17.6% | +31.4% | +40.2% |
| All | +49.0% | +18.6% | +30.4% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling